SAP ABAP Table FTI_STANDARD_KEYFIGURES_DB (Position: Standard Values Such As NPV, Duration, Convexity)
Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   FIN-FSCM-TRM-TM-IS (Application Component) Information System
     FTI (Package) Application development R/3 Treasury information system
Basic Data
Table Category INTTAB    Structure 
Structure FTI_STANDARD_KEYFIGURES_DB   Table Relationship Diagram
Short Description Position: Standard Values Such As NPV, Duration, Convexity    
Delivery and Maintenance
Pool/cluster      
Delivery Class      
Data Browser/Table View Maintenance     Display/Maintenance Allowed with Restrictions 
Components
     
Field Key Data Element Domain Data
Type
Length Decimal
Places
Short Description Check
table
1 NPV_PC TV_NPV_PC WERTV8_TR CURR 15   2   RM Net Present Value in Position Currency  
2 NPV_LONG_PC TV_NPV_LONG_PC WERTV8_TR CURR 15   2   RM NPV of Incoming Side in Currency of Incoming Side  
3 NPV_SHORT_PC TV_NPV_SHORT_PC WERTV8_TR CURR 15   2   RM NPV of Outgoing Side in Currency of Outgoing Side  
4 CLEAN_PRICE_PC TV_CLEAN_PRICE_PC T_PRESVAL CURR 17   2   Clean Price in Position Currency  
5 BPVALUE_PC TV_VALBP_PC T_PRESVAL CURR 17   2   Basis Point Value in Position Currency  
6 POS_CCY TV_POS_CCY WAERS CUKY 5   0   Position Currency *
7 LONG_CCY TV_LONG_CCY WAERS CUKY 5   0   Currency Investment/Purchase/Incoming Side/Long *
8 SHORT_CCY TV_SHORT_CCY WAERS CUKY 5   0   Currency Borrowing/Sale/Outgoing Side/Short *
9 MAC_DURATION TV_MAC_DURATION DEC9_3SIGN DEC 12   3   Macaulay Duration  
10 MOD_DURATION TV_MOD_DURATION DEC9_3SIGN DEC 12   3   Fisher-Weil Duration  
11 CONVEXITY TV_CONVEXITY_MORE_ACCURATE DEC6_5SIGN DEC 11   5   Convexity with 5 Decimal Places  
12 DELTA TV_DELTA T_SENSI DEC 15   10   Delta, 1st derivation of premium based on underlying rate  
13 GAMMA TV_GAMMA T_GAMMA DEC 14   8   Gamma, 2nd derivation of premium based on underlying rate  
14 THETA TV_THETA T_SENSI DEC 15   10   Theta, 1st derivation of premium according to time  
15 VEGA TV_VEGA T_SENSI DEC 15   10   Vega, 1st Volatility Derivative  
History
Last changed by/on SAP  20130529 
SAP Release Created in 200